(Amount in Rs. crore, YTM in per cent per annum)

Week ended

Treasury Bills (14 / 91 / 182 / 364 day) Residual Maturity in Days

up to 14 days

15-91 days

92-182 days

183-364 days

1

2

3

4

5

l.

June 1, 2001

a.

Amount

212.52

504.48

196.10

1,360.95

b.

YTM*

Min.

5.1914

6.4314

7.3042

7.7221

Max.

6.9901

7.8785

8.0037

8.4767

Il.

June 8, 2001

a.

Amount

106.47

285.51

37.15

1,086.23

b.

YTM*

Min.

6.9813

7.0305

7.8730

7.8784

Max.

7.2289

7.7286

8.1277

8.3771

III.

June 15, 2001

a.

Amount

42.00

410.94

25.73

540.18

b.

YTM*

Min.

5.5999

6.7792

7.5791

7.8784

Max.

7.5775

7.5976

7.9315

8.3462

IV.

June 22, 2001

a.

Amount

88.83

516.99

113.87

1,050.85

b.

YTM*

Min.

6.4287

7.0029

7.4329

7.6494

Max.

7.5805

7.4801

7.6789

8.8302

V.

June 29, 2001

a.

Amount

181.53

260.08

31.90

816.83

b.

YTM*

Min.

6.4439

6.7199

7.2301

7.5791

Max.

7.2358

7.3797

7.3857

7.9896

@

:

As reported in Subsidiary General Ledger (SGL) Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of total transactions in the country.

YTM

:

Yield to Maturity.

*

:

Minimum and Maximum YTMs (% PA) indicative have been given excluding transactions of non-standard lot size (less than Rs. 5 crore).